-8.8%
AAL vs GFI
+292.6%
-301.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -0.9% | -5.1% | +4.2% | -0.5% |
| 30D | -16.0% | +13.4% | -29.4% | -16.8% |
| 3M | -4.2% | +36.2% | -40.5% | -6.8% |
| 6M | +15.7% | -9.8% | +25.5% | +14.9% |
| YTD | -16.2% | +7.7% | -23.9% | -17.2% |
| 1Y | +0.2% | +27.2% | -27.0% | -1.4% |
| All | -8.8% | +292.6% | -301.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling